+284.9%
NSC vs ECL
+197.5%
+87.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.6% |
| 7D | +2.5% | +2.9% | -0.4% | +0.8% |
| 30D | +1.7% | +7.5% | -5.8% | -2.6% |
| 3M | -2.6% | +12.2% | -14.8% | -9.1% |
| 6M | +6.4% | +24.6% | -18.1% | -7.1% |
| YTD | +15.5% | +18.8% | -3.3% | +3.5% |
| 1Y | +17.6% | +19.3% | -1.7% | +4.9% |
| 3Y | +75.0% | +78.2% | -3.2% | +19.6% |
| 5Y | +32.2% | +38.8% | -6.6% | +4.2% |
| All | +284.9% | +197.5% | +87.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling